+88.4%
CHRW vs CPAY
+49.2%
+39.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +4.4% | -2.7% | +7.0% | +4.9% |
| 30D | +5.5% | +0.6% | +4.9% | +5.3% |
| 3M | -17.3% | +17.0% | -34.3% | -20.2% |
| 6M | -12.7% | +24.1% | -36.8% | -17.0% |
| YTD | -4.1% | +35.7% | -39.9% | -10.0% |
| 1Y | +21.2% | +34.0% | -12.8% | +14.6% |
| All | +88.4% | +49.2% | +39.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling